In the simple but effective strategy, we examine crossovers of the LeadSine and Sine indicators to generate trading signals. When the LeadSine crosses above the Sine, we go long. When the LeadSine crosses below the Sine, we go short. However, we optimized the Θ parameter of both indicators in order to get optimal strategies for SPY. We linked the LP and HP parameters in the entire Trading Strategy to insure the dominant cycle was the same for all calculations. We adjusted shares traded relative to commission costs in order to find appropriate trading frequencies.
